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Symbolic computation with monotone operators. (English) Zbl 06913663

Summary: We consider a class of monotone operators which are appropriate for symbolic representation and manipulation within a computer algebra system. Various structural properties of the class (e.g., closure under taking inverses, resolvents) are investigated as well as the role played by maximal monotonicity within the class. In particular, we show that there is a natural correspondence between our class of monotone operators and the subdifferentials of convex functions belonging to a class of convex functions deemed suitable for symbolic computation of Fenchel conjugates which were previously studied by Bauschke & von Mohrenschildt and by Borwein & Hamilton. A number of illustrative examples utilizing the introduced class of operators are provided including computation of proximity operators, recovery of a convex penalty function associated with the hard thresholding operator, and computation of superexpectations, superdistributions and superquantiles with specialization to risk measures.

MSC:

47H05 Monotone operators and generalizations
47N10 Applications of operator theory in optimization, convex analysis, mathematical programming, economics
68W30 Symbolic computation and algebraic computation

Software:

na13; SCAT; fenchel; Maple
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Full Text: DOI arXiv

References:

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